Harrisfabian... those leaves look like normal slightly damaged milkweed leaves to me.The tiny babies can make little holes then move on. I've seen plenty of leaves like that and never found a culprit.
Beetles may feed at night and be gone in the day.
But I would worry too much. Try looking at night or early morning, if you can find something to pick off, fine, otherwise don't worry. I would never use any insecticide on milkweed, so if you can't hand pick, all you can do is ignore it.